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Fabrice Fiol

Lecturer; Formerly Managing Director, Deputy Head of ERM and Head of Stress Testing, Société Générale Americas

Fabrice Fiol is a Managing Director and Deputy Head of the Enterprise Risk Management SG Americas division. In this capacity, he co-manages a team responsible for risk appetite statement and reporting, risk identification, enterprise wide stress testing and governance including regulatory oversight for the Americas.

He was previously in charge of the market risk cross-asset team overseeing regional limit framework, Market Risk Stress Testing and various regulatory market risk initiatives. His prior role was heading the Equity/Fixed Income/Commodity market risk teams for SG in the Americas, including NY, Canada and Brazil trading platforms.

Fiol joined Societe Generale NY in 2009. Prior to SG, Fiol was a Senior Vice President at Natixis-NY in charge of Trading Risk Management on a U.S Agency MBS portfolio.  Prior to Natixis, he was a Vice President at the reinsurance company SwissRe-NY where he was in charge of pricing and subsequently joined the U.S Rates Derivative Desk trading.

Fiol has participated as a speaker and panelist at various risk conferences (Bloomberg, Risk.Net, Cefpro) and has co-authored an article in the RMA Journal in 2017 “Risk Appetite: How Banks are responding to risk in a new regulatory environment” and  published  “Enterprise risk management: Towards a comprehensive yet practical enterprise risk function” in the Journal of Risk Management in Financial Institutions (Volume 12- 2019). 

Education

  • M.S., National School of Economics and Statistics (ENSAE), Paris, France